Category:Mathematical finance
Wikimedia Commons has media related to Mathematical finance.
Subcategories
This category has the following 6 subcategories, out of 8 total.
(previous page) (next page)(previous page) (next page)
Pages in category "Mathematical finance"
The following 128 pages are in this category, out of 198 total. This list may not reflect recent changes.
(previous page) (next page)H
I
M
- Malliavin calculus
- Margin at risk
- Marginal conditional stochastic dominance
- Margrabe's formula
- Markov switching multifractal
- Martingale pricing
- Master of Computational Finance
- Master of Financial Engineering
- Master of Financial Mathematics
- Master of Quantitative Finance
- Maximum downside exposure
- Modified Dietz method
- Modified internal rate of return
- Modigliani risk-adjusted performance
- Mortgage constant
- Multi-curve framework
- ExMark
N
R
S
- Scenario optimization
- Separation property (finance)
- Shadow rate
- David E. Shaw
- William Shaw (mathematician)
- Short-rate model
- Simple Dietz method
- SKEW
- Skewness risk
- Smith–Wilson method
- Snell envelope
- Spoofing (finance)
- State price density
- Statistical arbitrage
- Statistical finance
- Stochastic calculus
- Stochastic discount factor
- Stochastic drift
- Stochastic volatility
- Stochastic volatility jump